Jan

Row

January Return

6.15

January Year to Date Return

6.15

Net Asset Value

6.93

Row

Feb

Row

February Return

1.98

February Year to Date Return

8.25

February Net Asset Value

7.26

Row

Mar

Row

March Return

7.02

March Year to Date Return

15.85

March Net Asset Value

7.88

Row

April

Row

April Return

-0.44

April Year to Date Return

15.34

April Net Asset Value

8.99

Row

May

Row

May Return

-3.32

May Year to Date Return

11.51

May Net Asset Value

9.04

Row

June

Row

June Return

1.02

June Year to Date Return

12.65

June Net Asset Value

8.58

Row

July

Row

July Return

-0.54

July Year to Date Return

12.04

July Net Asset Value

8.11

Row

August

Row

August Return

-0.83

August Year to Date Return

11.11

August Net Asset Value

8.76

Row

Year to Date

Row

Last Month Return

-0.83

Year to Date Return

11.12

Net Asset Value

8.76

Row

History

Row

Last Month Return

-0.83

Year to Date Return

11.12

Net Asset Value

8.76

Row

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2019 -2.70 1.38 -1.86 2.94 -0.37 0.98 -1.37 1.69 -3.88 -0.96 0.54 -0.62 -4.35
2020 6.15 1.98 7.02 -0.44 -3.32 1.02 -0.54 -0.83 NA NA NA NA 11.11

Risk Statistics

Row

Sharpe

0.39

Sortino

0.86

Omega

0.4

Skewness

0.88

Kurtosis

1.67

Row

Time Window Analysis

Statistic 1 Month 3 Month 6 Month 1 Year 2 Year
Best 7.02 15.85 15.23 14.45 NA
Worst -3.88 -4.30 -4.61 -4.37 NA
Average 0.34 1.50 3.95 6.55 NA
Median -0.41 0.15 2.65 7.41 NA
Last -0.83 -0.35 2.65 5.68 NA
Winning (%) 45.00 50.00 73.33 88.89 NA
Avg. Pos. Period 2.63 5.45 6.45 7.92 NA
Avg. Neg. Period -1.54 -2.45 -2.95 -4.37 NA
# Of Periods 20.00 18.00 15.00 9.00 NA

Risk Statistics

Statistic Value
Annualized Std.Deviation 9.59
Maximum Drawdown 4.89
Month to Recover 5.00
Worst Month -3.88
Losing Months (%) 55.00
Average Losing Month -1.54
Loss Deviation 1.24
Correlation vs MSCI World TR -0.53
Correlation vs Bloomberg Agri -0.46

Return Statistics

Statistic Value
Last Month -0.83
Year To Date 11.12
3 Month ROR -0.35
12 Month ROR 5.68
36 Month ROR NA
Total Return 6.27
Compound ROR 3.71
Best Month 7.02
Winning Months (%) 45.00

Row

Drawdown Report

Number Depth (%) Length (Months) Recovery (Months) Start End
1 -4.89 5 1 2019-09-30 2020-01-31
2 -4.09 6 NA 2020-04-30 NA
3 -3.19 6 3 2019-01-31 2019-06-30
4 -1.37 2 1 2019-07-30 2019-08-30

Monte Carlo Risk

Row

Best Draw

3.91

Worst Draw

18.17

Average Draw

8.51

Row